(1145) Associate Risk Analyst – Market Risk - FMD at South African Reserve Bank

Detailed description

The successful candidate will be responsible for, among other things, the following key performance areas:

• Analyse, assess and evaluate financial, market and business information to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.
• Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports, and provide analysis on the market risk measures and how they impact SARB’s investments. 
• Assist in the development of strategies for market risk management of SARB’s investment portfolios. 
• Assist in conducting research on market risk developments and make recommendations based on the findings.
• Assisting in researching and conceptualising and building market risk models for calculating market risks associated with the SARB’s portfolios and particular trades or strategies. 
• Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.
• Participate in cross-functional activities for the alignment and harmonisation of risk-related information.
• Creating and maintaining procedure manuals for operational purposes 
• Develop and maintain business relationships with all stakeholders
• Create and maintain procedure manuals for operational purposes.

Qualifications

Job requirements

To be considered for this position, candidates must have:

• an Honours degree or NQF8 equivalent qualification in Investment Management, Risk Management, Finance, Accounting or a related field; and
• two to five years of work-related experience in market risk management and various aspects of financial markets

The following would be an added advantage: 

• a Chartered Financial Analyst (CFA), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification;